Index

_

__init__() (transitionMatrix.model.EmpiricalTransitionMatrix method) (transitionMatrix.model.TransitionMatrixSet method)

__mul__() (transitionMatrix.model.TransitionMatrixSet method) __new__() (transitionMatrix.model.TransitionMatrix static method)

A

AalenJohansenEstimator (class in transitionMatrix.estimators.aalen_johansen_estimator)

B

bin_timestamps() (in module transitionMatrix.utils.preprocessing)

C

characterize() (transitionMatrix.creditratings.creditcurve.CreditCurve method) (transitionMatrix.model.TransitionMatrix method) CohortEstimator (class in transitionMatrix.estimators.cohort_estimator)

cqs_map() (transitionMatrix.statespaces.statespace.StateSpace method) CreditCurve (class in transitionMatrix.creditratings.creditcurve) cumulate() (transitionMatrix.model.TransitionMatrixSet method)

D

datetime_to_float() (in module transitionMatrix.utils.converters) default_curve_set() (transitionMatrix.model.TransitionMatrixSet method)

default_curves() (transitionMatrix.model.TransitionMatrixSet method) describe() (transitionMatrix.statespaces.statespace.StateSpace method) deterministic() (in module transitionMatrix.generators.dataset_generators)

E

EmpiricalTransitionMatrix (class in transitionMatrix.model)

exponential_transitions() (in module transitionMatrix.generators.dataset_generators)

F

fit() (transitionMatrix.estimators.aalen_johansen_estimator.AalenJohansenEstimator method) (transitionMatrix.estimators.cohort_estimator.CohortEstimator method) (transitionMatrix.estimators.simple_estimator.SimpleEstimator method)

fix_negativerates() (transitionMatrix.model.TransitionMatrix method) fix_rowsums() (transitionMatrix.model.TransitionMatrix method) frame_to_array() (in module transitionMatrix.utils.converters)

G

generate_cohort_bounds() (in module transitionMatrix.utils.preprocessing) generate_event_dict() (in module transitionMatrix.utils.preprocessing) generate_random_matrix() (transitionMatrix.model.TransitionMatrix method) generator() (transitionMatrix.model.TransitionMatrix method)

generic() (transitionMatrix.statespaces.statespace.StateSpace method) get_average() (transitionMatrix.estimators.cohort_estimator.CohortEstimator method) get_state_labels() (transitionMatrix.statespaces.statespace.StateSpace method) get_states() (transitionMatrix.statespaces.statespace.StateSpace method)

H

hazard_curve() (transitionMatrix.creditratings.creditcurve.CreditCurve method)

I

incremental() (transitionMatrix.model.TransitionMatrixSet method)

K

KaplanMeierEstimator (class in transitionMatrix.estimators.kaplan_meier_estimator)

L

long_format() (in module transitionMatrix.generators.dataset_generators)

M

markov_chain() (in module transitionMatrix.generators.dataset_generators) module transitionMatrix.creditratings.creditcurve transitionMatrix.creditratings.creditsystems transitionMatrix.creditratings.predefined transitionMatrix.estimators.aalen_johansen_estimator transitionMatrix.estimators.cohort_estimator transitionMatrix.estimators.kaplan_meier_estimator transitionMatrix.estimators.simple_estimator transitionMatrix.generators.dataset_generators transitionMatrix.statespaces.statespace transitionMatrix.utils.converters transitionMatrix.utils.preprocessing

P

portfolio_labels() (in module transitionMatrix.generators.dataset_generators) power() (transitionMatrix.model.TransitionMatrix method)

print_curve() (transitionMatrix.creditratings.creditcurve.CreditCurve method) print_matrix() (transitionMatrix.model.TransitionMatrix method) (transitionMatrix.model.TransitionMatrixSet method)

R

remove() (transitionMatrix.model.TransitionMatrix method) (transitionMatrix.model.TransitionMatrixSet method)

remove_stale_events() (in module transitionMatrix.utils.preprocessing) row() (transitionMatrix.model.TransitionMatrix method)

S

SimpleEstimator (class in transitionMatrix.estimators.simple_estimator)

StateSpace (class in transitionMatrix.statespaces.statespace)

T

to_canonical() (in module transitionMatrix.utils.converters) to_compact() (in module transitionMatrix.utils.converters) to_csv() (transitionMatrix.creditratings.creditcurve.CreditCurve method) (transitionMatrix.model.TransitionMatrix method) to_html() (transitionMatrix.creditratings.creditcurve.CreditCurve method) to_json() (transitionMatrix.creditratings.creditcurve.CreditCurve method) (transitionMatrix.model.TransitionMatrix method) to_xlsx() (transitionMatrix.model.TransitionMatrixSet method) total_timestamps() (in module transitionMatrix.utils.preprocessing) TransitionMatrix (class in transitionMatrix.model) transitionMatrix.creditratings.creditcurve module transitionMatrix.creditratings.creditsystems module transitionMatrix.creditratings.predefined module transitionMatrix.estimators.aalen_johansen_estimator module

transitionMatrix.estimators.cohort_estimator module transitionMatrix.estimators.kaplan_meier_estimator module transitionMatrix.estimators.simple_estimator module transitionMatrix.generators.dataset_generators module transitionMatrix.statespaces.statespace module transitionMatrix.utils.converters module transitionMatrix.utils.preprocessing module TransitionMatrixSet (class in transitionMatrix.model) transitions_summary() (in module transitionMatrix.utils.preprocessing)

U

unique_entities() (in module transitionMatrix.utils.preprocessing)

unique_states() (in module transitionMatrix.utils.preprocessing) unique_timestamps() (in module transitionMatrix.utils.preprocessing)

V

validate() (transitionMatrix.creditratings.creditcurve.CreditCurve method) (transitionMatrix.model.TransitionMatrix method) (transitionMatrix.model.TransitionMatrixSet method)

validate_absorbing_state() (in module transitionMatrix.utils.preprocessing) validate_dataset() (transitionMatrix.statespaces.statespace.StateSpace method)